Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Risk and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWMMEP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213353696
Last Value
393.23
+2.16 (+0.55%)
As of
CETWeek to Week Change
0.71%
52 Week Change
19.74%
Year to Date Change
13.54%
Daily Low
393.23
Daily High
393.23
52 Week Low
318.16 — 21 Aug 2023
52 Week High
395.13 — 20 Jun 2024
Top 10 Components
TSMC | TW |
Samsung Electronics Co Ltd | KR |
CHINA CONSTRUCTION BANK CORP H | CN |
TENCENT HOLDINGS | CN |
ICBC H | CN |
Hon Hai Precision Industry Co | TW |
KIA CORPORATION | KR |
Bank Central Asia Tbk PT | ID |
ALIBABA GROUP HOLDING | CN |
GUC | TW |
Zoom
Low
High
Featured indices
iSTOXX® L&G Japan Multi-Factor ESG
$324.85
+1.95
1Y Return
15.47%
1Y Volatility
0.16%
iSTOXX® L&G Global Value
$561.2
+0.88
1Y Return
20.17%
1Y Volatility
0.10%
STOXX® Europe Industry Neutral ESG 250
€294.89
-0.73
1Y Return
15.74%
1Y Volatility
0.10%
STOXX® North America 600 ESG Target
€422.29
-2.02
1Y Return
23.19%
1Y Volatility
0.11%
iSTOXX® US ESG 100
€564.06
-1.17
1Y Return
35.62%
1Y Volatility
0.15%